000 03191nam a22005295i 4500
001 978-3-540-71285-5
003 DE-He213
005 20181204132644.0
007 cr nn 008mamaa
008 100301s2007 gw | s |||| 0|eng d
020 _a9783540712855
_9978-3-540-71285-5
024 7 _a10.1007/978-3-540-71285-5
_2doi
040 _aISI Library, Kolkata
050 4 _aQA299.6-433
072 7 _aPBK
_2bicssc
072 7 _aMAT034000
_2bisacsh
072 7 _aPBK
_2thema
082 0 4 _a515
_223
100 1 _aLyons, Terry J.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aDifferential Equations Driven by Rough Paths
_h[electronic resource] :
_bÉcole d'Été de Probabilités de Saint-Flour XXXIV - 2004 /
_cby Terry J. Lyons, Michael Caruana, Thierry Lévy.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2007.
300 _aXVIII, 116 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aÉcole d'Été de Probabilités de Saint-Flour,
_x0721-5363 ;
_v1908
505 0 _aDifferential Equations Driven by Moderately Irregular Signals -- The Signature of a Path -- Rough Paths -- Integration Along Rough Paths -- Differential Equations Driven by Rough Paths.
520 _aEach year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths. The proofs are similar to those in the existing literature, but have been refined with the benefit of hindsight. The theory of rough paths aims to create the appropriate mathematical framework for expressing the relationships between evolving systems, by extending classical calculus to the natural models for noisy evolving systems, which are often far from differentiable.
650 0 _aGlobal analysis (Mathematics).
650 0 _aDistribution (Probability theory.
650 0 _aDifferential Equations.
650 1 4 _aAnalysis.
_0http://scigraph.springernature.com/things/product-market-codes/M12007
650 2 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aOrdinary Differential Equations.
_0http://scigraph.springernature.com/things/product-market-codes/M12147
700 1 _aCaruana, Michael.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aLévy, Thierry.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540836179
776 0 8 _iPrinted edition:
_z9783540712848
830 0 _aÉcole d'Été de Probabilités de Saint-Flour,
_x0721-5363 ;
_v1908
856 4 0 _uhttps://doi.org/10.1007/978-3-540-71285-5
912 _aZDB-2-SMA
942 _cEB
950 _aMathematics and Statistics (Springer-11649)
999 _c425519
_d425519